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PandasConverter

QuantConnect.Python.PandasConverter

Bases: Object

This class has no documentation.

concat_data_frames

get_data_frame

get_data_frame(
    data: List[Slice],
    flatten: bool = False,
    data_type: Type = None,
) -> DataFrame
get_data_frame(
    data: List[
        QuantConnect_Python_PandasConverter_GetDataFrame_T
    ],
    symbol_only_index: bool = False,
    force_multi_value_symbol: bool = False,
    flatten: bool = False,
) -> DataFrame

Signature descriptions:

  • Converts an enumerable of Slice in a pandas.DataFrame

  • Converts an enumerable of IBaseData in a pandas.DataFrame

Parameters:

Name Type Description Default
data List[Slice] | List[QuantConnect_Python_PandasConverter_GetDataFrame_T]

Enumerable of Slice

required
flatten bool

Whether to flatten collections into rows and columns

False
data_type Optional[Type]

Optional type of bars to add to the data frame

None
symbol_only_index Optional[bool]

Whether to make the index only the symbol, without time or any other index levels

False
force_multi_value_symbol Optional[bool]

Useful when the data contains points for multiple symbols.

False

Returns:

Type Description
DataFrame

PyObject containing a pandas.DataFrame.

get_indicator_data_frame

get_indicator_data_frame(data: Any) -> DataFrame
get_indicator_data_frame(
    data: List[KeyValuePair[str, List[IndicatorDataPoint]]],
    extra_data: List[
        KeyValuePair[
            str, List[ValueTuple[datetime, Object]]
        ]
    ] = None,
) -> DataFrame

Converts a dictionary with a list of IndicatorDataPoint in a pandas.DataFrame

Parameters:

Name Type Description Default
data Any | List[KeyValuePair[str, List[IndicatorDataPoint]]]

PyObject that should be a dictionary (convertible to PyDict) of string to list of IndicatorDataPoint

required
extra_data Optional[List[KeyValuePair[str, List[ValueTuple[datetime, Object]]]]]

Optional dynamic properties to include in the DataFrame.

None

Returns:

Type Description
DataFrame

PyObject containing a pandas.DataFrame.

to_string

to_string() -> str

Returns a string that represent the current object